+15.6%
FOXF vs SPY
+465.0%
-449.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.2% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | +21.2% | +2.0% | +19.2% | +18.1% |
| 6M | +20.6% | +13.0% | +7.5% | +3.1% |
| YTD | +25.8% | +13.5% | +12.2% | +7.1% |
| 1Y | -24.0% | +20.0% | -44.0% | -39.8% |
| 3Y | -80.3% | +77.2% | -157.5% | -90.2% |
| 5Y | -85.8% | +81.9% | -167.7% | -93.0% |
| 10Y | +1.9% | +314.1% | -312.1% | -76.7% |
| All | +15.6% | +465.0% | -449.4% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling